+89.2%
USB vs PBR
+493.6%
-404.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.7% |
| 7D | +0.8% | -13.3% | +14.0% | +4.0% |
| 30D | +6.8% | -27.5% | +34.3% | +14.4% |
| 3M | -3.8% | +5.2% | -9.0% | -6.0% |
| 6M | +11.7% | -6.4% | +18.1% | +11.8% |
| YTD | +17.5% | +61.6% | -44.1% | +1.8% |
| 1Y | +33.8% | +48.9% | -15.1% | +18.1% |
| 3Y | +104.2% | +70.0% | +34.2% | +71.0% |
| 5Y | +26.4% | +469.0% | -442.5% | -27.2% |
| 10Y | +89.2% | +471.6% | -382.4% | -4.6% |
| All | +89.2% | +493.6% | -404.4% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PBR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling